CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 529-2 540-2 11-0 2.1% 540-4
High 541-6 540-4 -1-2 -0.2% 541-6
Low 529-2 531-4 2-2 0.4% 518-4
Close 542-0 532-6 -9-2 -1.7% 542-0
Range 12-4 9-0 -3-4 -28.0% 23-2
ATR 9-5 9-6 0-0 0.6% 0-0
Volume 23,745 25,219 1,474 6.2% 136,068
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 561-7 556-3 537-6
R3 552-7 547-3 535-2
R2 543-7 543-7 534-3
R1 538-3 538-3 533-5 536-5
PP 534-7 534-7 534-7 534-0
S1 529-3 529-3 531-7 527-5
S2 525-7 525-7 531-1
S3 516-7 520-3 530-2
S4 507-7 511-3 527-6
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 603-7 596-1 554-6
R3 580-5 572-7 548-3
R2 557-3 557-3 546-2
R1 549-5 549-5 544-1 553-4
PP 534-1 534-1 534-1 536-0
S1 526-3 526-3 539-7 530-2
S2 510-7 510-7 537-6
S3 487-5 503-1 535-5
S4 464-3 479-7 529-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 541-6 518-4 23-2 4.4% 9-2 1.7% 61% False False 25,130
10 541-6 502-0 39-6 7.5% 8-7 1.7% 77% False False 26,901
20 541-6 463-4 78-2 14.7% 7-1 1.3% 88% False False 25,038
40 541-6 427-4 114-2 21.4% 7-2 1.4% 92% False False 19,744
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578-6
2.618 564-0
1.618 555-0
1.000 549-4
0.618 546-0
HIGH 540-4
0.618 537-0
0.500 536-0
0.382 535-0
LOW 531-4
0.618 526-0
1.000 522-4
1.618 517-0
2.618 508-0
4.250 493-2
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 536-0 531-7
PP 534-7 531-0
S1 533-7 530-1

These figures are updated between 7pm and 10pm EST after a trading day.

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